First I tried (without success!) to copy the ISO file Fedora-Live-Workstation-x86_64-23-10.iso to my USB stick via UNetBootin. Reboot Windows, but press SHIFT when clicking on Reboot to get the different restart options (like boot from USB). That seemed to work at first, but then the Live Fedora did not boot through to the desktop but hung somewhere in the middle. Copying the ISO file with dd if=the_iso_file.iso of=/dev/sdb bs=1M did the trick. Be very sure about what /dev/sdb is before writing to it!